-33.4%
GLXY vs SEI
+189.1%
-222.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.5% | -4.7% |
| 7D | +16.9% | +27.6% | -10.6% | +3.7% |
| 30D | -23.0% | -17.1% | -5.9% | -15.8% |
| 3M | -28.0% | +4.6% | -32.6% | -31.0% |
| 6M | -51.6% | -15.1% | -36.6% | -49.8% |
| YTD | -32.1% | +41.2% | -73.3% | -42.3% |
| 1Y | -51.5% | +37.5% | -89.0% | -58.3% |
| All | -33.4% | +189.1% | -222.5% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SEI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling